NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 81.60 82.92 1.32 1.6% 83.68
High 83.14 84.20 1.06 1.3% 84.85
Low 80.18 82.89 2.71 3.4% 79.97
Close 83.11 83.88 0.77 0.9% 80.13
Range 2.96 1.31 -1.65 -55.7% 4.88
ATR 2.19 2.13 -0.06 -2.9% 0.00
Volume 14,276 13,230 -1,046 -7.3% 73,554
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.59 87.04 84.60
R3 86.28 85.73 84.24
R2 84.97 84.97 84.12
R1 84.42 84.42 84.00 84.70
PP 83.66 83.66 83.66 83.79
S1 83.11 83.11 83.76 83.39
S2 82.35 82.35 83.64
S3 81.04 81.80 83.52
S4 79.73 80.49 83.16
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 96.29 93.09 82.81
R3 91.41 88.21 81.47
R2 86.53 86.53 81.02
R1 83.33 83.33 80.58 82.49
PP 81.65 81.65 81.65 81.23
S1 78.45 78.45 79.68 77.61
S2 76.77 76.77 79.24
S3 71.89 73.57 78.79
S4 67.01 68.69 77.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.20 79.85 4.35 5.2% 2.43 2.9% 93% True False 14,224
10 84.85 79.85 5.00 6.0% 2.21 2.6% 81% False False 15,458
20 84.85 72.65 12.20 14.5% 2.06 2.5% 92% False False 14,654
40 84.85 69.40 15.45 18.4% 2.01 2.4% 94% False False 13,322
60 84.85 69.40 15.45 18.4% 1.95 2.3% 94% False False 11,689
80 84.85 66.69 18.16 21.6% 1.92 2.3% 95% False False 11,004
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.77
2.618 87.63
1.618 86.32
1.000 85.51
0.618 85.01
HIGH 84.20
0.618 83.70
0.500 83.55
0.382 83.39
LOW 82.89
0.618 82.08
1.000 81.58
1.618 80.77
2.618 79.46
4.250 77.32
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 83.77 83.26
PP 83.66 82.64
S1 83.55 82.03

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These figures are updated between 7pm and 10pm EST after a trading day.

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